I cancelled my AE card with USA billing and I want to change to a Mexico City card, but your system only lists states within the USA

Hello Dalmacia and welcome to Apple Support Communities.

It appears you are having some difficulty changing the payment method associated with your Apple ID.

Change your Apple ID country or region

Your payment method has to match the region associated with your Apple ID. If you had a US-based payment method in the past, then your Apple ID may still be associated with the US. In order to use a payment method based in Mexico, the region associated with the Apple ID would have to be Mexico as well.

Cheers.